A strong invariance principle for two-dimensional random walk in random scenery.

DOI10.1016/S0304-4149(00)00080-6zbMath1047.60043OpenAlexW2036312141MaRDI QIDQ1879529

Zhan Shi, Endre Csáki, Pál Révész

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00080-6

zbMATH Keywords

invariance principlerandom walkSkorokhod embedding

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Scaling exponents of random walks in random sceneries.

Cites Work

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• A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
• Approximation theorems for independent and weakly dependent random vectors
• An embedding for the Kesten-Spitzer random walk in random scenery
• A law of the iterated logarithm for stable processes in random scenery
• A central limit theorem for two-dimensional random walks in random sceneries
• Strong approximation of spatial random walk in random scenery.
• Some problems concerning the structure of random walk paths
• A limit theorem related to a new class of self similar processes

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